+159.0%
PM vs INDA
+10.4%
+148.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -6.6% | +6.2% | -12.8% | -7.9% |
| 30D | -3.4% | +12.4% | -15.8% | -6.0% |
| 3M | +5.3% | +3.2% | +2.2% | +4.6% |
| 6M | +15.5% | +3.8% | +11.8% | +14.4% |
| YTD | +24.3% | -4.3% | +28.6% | +25.8% |
| 1Y | +29.7% | -4.5% | +34.2% | +31.4% |
| 3Y | +144.9% | +17.1% | +127.8% | +127.4% |
| 5Y | +159.0% | +11.0% | +148.0% | +138.1% |
| All | +159.0% | +10.4% | +148.6% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling